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10
votes
1answer
253 views

Workarounds for a possible bug in the linearity of FourierTransform

This is somewhat similar to this question, except the problem I am encountering is to do with Fourier transforms of scalar multiples of functions and their derivatives. I wish to input ...
23
votes
3answers
7k views

Implementing discrete and continuous Hilbert transforms

What is an efficient and accurate Mathematica implementation of the Hilbert transform, for both continuous and especially discretely sampled functions? This transform relates phase and amplitude in ...
18
votes
1answer
506 views

Numerical inverse Laplace-Hankel transform

When trying to reproduce the result of this paper about numerical solution of Lamb's problem, I encountered the following double integral (to be more precise, the 0-order inverse Hankel-Laplace ...
12
votes
0answers
210 views

Possible bug with FourierTransform linearity

Each component is easily transformed but the sum is not: FourierTransform[f''[x], x, k] FourierTransform[f'[x], x, k] ...
14
votes
1answer
3k views

Computation of Hankel Transform using FFT (Fourier)

To address circularly symmetric cases of 2-D Fourier Transformations, the so-called Hankel Transform can be applied (for a detailed derivation of the relation between the 2-D Fourier transform and the ...
6
votes
2answers
341 views

Inverse Laplace transform

Let $r=\mu = 0.15; \sigma = 0.05; T = 1; S_0 = 100; K = 95;$ Let $\nu:=\frac{2\mu}{\sigma^2}-1$ and $\eta \equiv\eta(\alpha):=-\frac{\nu}{2}+\frac{1}{2}\sqrt{\nu^2+\frac{8\alpha}{\sigma^2}}$. ...
1
vote
2answers
111 views

Why does InverseFourierTransform gives different result to doing it by hand?

When I can calculate an inverse fourier transform by the built-in function InverserFourierTransform, the result is different from what I calculate by definition ...